Results 161 to 170 of about 12,191 (249)
Weighted portmanteau statistics for testing for zero autocorrelation in dependent data. [PDF]
J Appl StatMuriel N.
europepmc +1 more source
New practice for investors in Chinese stock market: From perspective of fractionally integrated realized GARCH model. [PDF]
Heliyon, 2023 Xiao M, Tao Z, Gu Z, Li Z, Chen X.
europepmc +1 more source
Modeling the volatility of FTSE All Share Index Returns [PDF]
We tested different GARCH models in modeling the volatility of stock returns in London Stock Exchange. The monthly returns of FTSE All Share Index during the period of February 1965 and October 2002 and GARCH, TGARCH, EGARCH, and AGARCH models have been ...
Bayraci, Selcuk
core +1 more source
Research on Risk of Stock Index Futures Market Based on EGARCH Model
, 2019 Yu Wang, Qing-feng ZHU
openalex +2 more sources
Continuous invertibility and stable QML estimation of the EGARCH(1,1)\n model [PDF]
, 2012 Olivier Wintenberger
openalex +1 more source
AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]
HeliyonDammak W +3 more
europepmc +1 more source
Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]
HeliyonDoabil L, Nasiru S, Iddrisu MM.
europepmc +1 more source